+36,290.9%
VLO vs TRMB
+3,168.1%
+33,122.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.3% |
| 7D | +6.8% | +4.1% | +2.7% | +6.0% |
| 30D | -17.9% | -7.0% | -10.9% | -17.0% |
| 3M | +13.5% | -0.9% | +14.5% | +13.3% |
| 6M | +53.0% | -1.2% | +54.2% | +52.2% |
| YTD | +133.7% | -28.7% | +162.5% | +144.5% |
| 1Y | +115.7% | -32.1% | +147.7% | +127.4% |
| 3Y | +231.9% | +33.4% | +198.5% | +210.5% |
| 5Y | +471.6% | -35.6% | +507.2% | +493.6% |
| 10Y | +780.7% | +103.8% | +677.0% | +665.9% |
| All | +36,290.9% | +3,168.1% | +33,122.8% | +25,299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling